Journal article

An extension of Cramér's estimate for the absorption probability of a random walk

E Arjas, TP Speed

Mathematical Proceedings of the Cambridge Philosophical Society | Published : 1973


Consider a real-valued random walkwhich is defined on a Markov chain {Xn: n ≥ 0} with countable state space I. We assume that a matrix Q(.) = (qij(.)) is given such that

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